In American McGee's Alice the Jabberwock is the only villain who stays dead after Alice defeats him, and is never revived later. The most likely reason for this is that, due to what he says to her, he is the embodiment of the guilt she feels over the death of her family. Because the guilt is something she is able to completely rid herself of at the end of the first game, he truly dies.
Batman: Arkham City concludes with the death of The Joker. Yes, even despite having Joker Immunity. Even Commissioner Gordon is stunned by the news. Mark Hamill has since tweeted that he had a great time playing the Joker, but he won't be doing so anymore.
Batman: "Do you want to know something funny? Even after everything you've done, I would have saved you."
Then Hamill did more work as the Joker and said that he never detailed his retirement from the Joker character even though he widely pronounced it.
Several characters die in BlazBlue, but due to the "Groundhog Day" Loop the game takes place in, no one stays dead. There are, however, two exceptions to this: Nu-13, who dies at the end of Calamity Trigger, and Lambda-11, who performs a Heroic Sacrifice in Continuum Shift's True Ending. As of the True Ending of Continuum Shift, the "Groundhog Day" Loop is broken, so anyone who dies from here on out dies for good. Given the toneestablishedsofar, expect more entries to be added here soon.
And indeed. By the time of the real sequel, there are no Murakumo unit characters.
Not anymore: Mu comes back due to Rachel, Nu wills herself back and a new Murakumo is said to come. Said Murakumo being the Prototype, Izayoi, AKA Tsubaki Yayoi's Ars Armagus. This trope is still played straight for Lambda-11, though...until the Arcade version came out.
Yuki Terumi/Hazama and Trinity Glassfield (both of whom were sort of already dead) are gone for good as of Chronophantasma; the former offing the latter, after his end at Hakumen's hands. Well, at least Yuki Terumi and Trinity were. Luna, Sena, and even Terumi's Hazama persona might still be kicking.
After coming Back from the Dead some 20 times over the course of the Castlevania series, Dracula finally gets destroyed for good in an untold event prior to the game Aria Of Sorrow. He tries to reincarnate, but Soma Cruz (the would-be reincarnation) wants nothing to do with it, and thus Dracula stays dead. People argue about to what level Soma is Dracula, but it's kind of a meaningless argument, as the games following it are all set beforeAria.
And the event in question hasn't been put into a game yet!
In Clive Barker's Jericho, a game in which the main characters make up an army-based squad of people with supernatural powers, two of whom who have the ability to bring recently-deceased squadmates back from the dead provided that they maintain visual contact, has both Simone Cole and Xavier Jones being killed off (extremely horribly) towards the end of the game, when the Firstborn decides to blow them into bloody pieces, with no chance of revival even remotely possible.
Dark Souls does this to a lot of NPCs. Oddly enough, when they die or are killed by you, they die for real despite the Darksign supposedly bringing people back from the dead repeatedly.
Any non main spirits that fall in battle in Eien no Aselia are killed off. Main spirits result in a game over. On the first playthrough, Kouin and Kyouko are killed off and can be in later playthroughs as well if you don't do the third chapter exactly right.
The Elder Scrolls series provides several examples of this. We won't be seeing much of the Tribunal, Mankar Camoran, or the loser of the civil war questline ever again, for instance. Daedra avert this (they cannot be truly killed), as do "essential" NPCs from Oblivion onwards. It should also be noted that any NPC (save aforementioned "essential" NPCs, who are merely knocked out by lethal force) killed by the player is this, and Morrowind will warn you that "The chain of prophecy has been broken" (translation: "Good luck completing the main quest now!") should you manage to kill off, say, Caius Cosades, Vivec, or another important Main Quest figure.
The Escape Velocity and X-Universe series feature play modes whereby the player gets Killed Off For Real if he dies (you can't reload your save because the game deletes it), called "Strict Play" and "Dead-Is-Dead" in their respective series.
Double Subverted in Evil Genius. Each of your henchmen has 3 lives prominently displayed in their character pane, so if their Hit Points fall to zero three times they're gone, right? Yet as you play the game and this happens repeatedly, the life counters won't budge. The reason is that only a Super Agent can kill a henchman to the extent of losing a life — if they die that way three times, then they're not coming back.
The Final Fantasy series has had its share of permanent character deaths.
The very first such death in the series dates back to Final Fantasy II, in which Josef makes a Heroic Sacrifice. In fact, for a large part of Final Fantasy II the 4th party slot exists solely to accommodate a character who will die in some heroic fashion for the sake of the three main characters at some point. There were so many that you form a party from the deadin the GBA and PSP remakes for a bonus dungeon.
In Final Fantasy IV The After Years, a number of characters can be Killed Off for Real if you screw up. In Rydia's Tale, Calca and Brina will, after glitching due to magic, be scrapped in order to repair the airship, unless you get the Mythril parts. In Edge's tale, All fo the ninja under Edge will die for real if you die during their mission before meeting back up with Edge. Time for some Save Scumming! And in the final chapter, It's possible to lose Golbez forever.
In Final Fantasy V, Exdeath kills Galuf in a duel. Levelling him up all this time is not in vain, as he imparts all his knowledge to the character who takes his place.
In Final Fantasy VI, General Leo is killed in a cutscene after the first and only time you get to use him in battle. Shadow will die for real if you don't wait for him on the Floating Continent.
Aerith is able to communicate beyond the grave, however, in her spirit form. She can even use Limit Breaks beyond the grave. And cure cancer. Zack and Angeal similarly are dead for good, though only the former can communicate beyond the grave.
Final Fantasy X sets you up to think this is going to happen to Yuna. In the end, Yuna lives (obviously, since she's the star of the sequel), but both Tidus and Auron really do die for real. Well, Auron was already dead, but he still sorta counts. Although, the perfect ending of both FFX and FFX-2 shows Tidus apparently alive and well. The FFX-2 one even shows Yuna reuniting with him.
Tidus is an animated dream of several dozen dead people, so technically, he was never really "alive" to begin with. Though this depends on What Measure Is a Non-Human?.
This is built into the gameplay of Fire Emblem. If one of your units reaches zero hitpoints, they die and are unusable for the remainder of the game, unless they happen to be important to the plot in which case they are merely "wounded" but still are unusable.
A few have subverted it, though. Fire Emblem Gaiden had resurrection springs (though reaching one was a sidequest in itself); more recent ones have had resurrection staves... though they have limited irreplaceable charges, so if you run out, anyone else who dies is still dead forever.
In addition, in Fire Emblem: Rekka no Ken, during the first 10 chapters (Lyn's story), party members will not die, instead only being wounded and unable to be used until after chapter 10. This is also due to the fact that the first 10 chapters are meant to be the tutorial levels.
Similarly, Final Fantasy Tactics has party members die for real if they are not revived after 3 turns when their HP hits zero. This also counts as an instant game over if Ramza is killed. Guest units are simply knocked out instead of dying unless the mission conditions state otherwise.
Final Fantasy Tactics Advance eases up on the concept of party members dying for real, restricting true death to Jagds where party members can die if they are not revived before the battle ends. This is explained in the story where judges and the laws prevent death and the Jagds are places where laws cannot exist, thus people can truly die and only the most hardened clans are willing to have battles in those areas.
Fire Emblem Jugdral Genealogy of the Holy War takes it a step further: During Chapter 5, Cuan and Ethlin, who were previously in your party but are now NPCs, get ambushed by Trabant and both of them are killed. Yes, characters that were once in your army are now dying without your control. At the ending of the same chapter, all of the first generation (with the exceptions of Levin and Tiltyu, although she dies anyway in the interim), which is nearly half of the game's cast are killed when Alvis betrays Sigurd.
Zato-1 from Guilty Gear. His voice actor died, and they didn't want to use anyone else for the character, so they killed him off. Doesn't stop people from saying he should return. Conveniently, his character story involved being menaced by a psychic parasite he gained as part of a bargain to trade his eyesight for power, so they had said parasite kill him and take over his body, writing him out of the story but keeping his moveset and sprite in the game.
The death of this same voice actor (Kaneto Shiozawa) also necessitated the killing off of another his characters, Rival Schools' Hyo Imawano at the end of Project Justice.
In the end of Halo 3, the all-but-immortal Ensemble Darkhorse Sergeant Johnson finally meets his end. His killer, the also all-but-indestructible 343 Guilty Spark, gets subsequently offed, though years later, it was revealed that he actually survived.
Halo 4 managed to shock a ton of people by killing off series mainstay Cortana, by having her finally succumb to rampancy.
While the Ur-Didact's apparent demise in the same game was merely a Disney Death, he seemingly meets his final end in Halo: Escalation. However, Word of God confirmed that we haven't seen the last of him quite yet...
Heavy Rain features permanent death, even making it possible to have a standard ending with all of the playable characters dying.
Funnily enough, two of the characters have Plot Armor that doesn't come off until endgame. Those two are Ethan - who can be killed by the police or commit suicide - and Shelby - who dies either by getting shoved into a grinder by Jayden, shot by Jayden/Ethan/Lauren, or impaled by Madison.
In Inindo, characters on your party will be "injured" if they fall in battle. If you continue to fight with them, falling in battle again will likely result in permanent death. Likewise, potentially playable characters will randomly attack the main character while he rests. Defeating them either results in their surrender, or permanent death.
While most of the original characters' deaths in Kingdom Hearts have been Disney Deaths, thanks to the way hearts work in that universe, there have been a few notable exceptions: the Riku Replica, Xion and Eraqus. Roxas and Naminé by the end of Kingdom Hearts II and Vanitas in Birth by Sleep might also count, depending on how you view their respective situations. Of the entire lot, though, Eraqus and Repliku look like they might be the only ones who are almost assuredly going to remain this trope.
Birth by Sleep's secret ending reveals Master Eraqus' heart currently resides in Terra's heart(after the former was backstabbed by Xehanort) the same way Kairi's heart resided in Sora's for most of the first the first game. The scene in which this occurs in Birth by Sleep is identical to the scene where this happens in the first game which acts as a foreshadowing of Eraqus' survival.
The power of Orochi vaporized Rugal Bernstein at the end of The King of Fighters '95. Yashiro Nanakase and his whole team take their own lives to empower Orochi's incarnation at the end of The King of Fighters '97.
Both Left 4 Dead games treat dying as Death Is a Slap on the Wrist since dead players can come back later on in a closet, the next map (both representing the gathering of fellow survivors in Zombie Apocalypse stories), or be revived with a Magical Defibrillator. However, you will stay dead if you die a third time. You don't get to respawn in a finale, since there are no closets. Realism and VS modes also enforce the trope.
Also, Bill sacrificing himself to raise a drawbridge so the others could escape at the end of the first game. You find his corpse in the second game, and there is no way to bring him back.
In The Legend of Zelda: The Wind Waker, this is highly implied to be the case with Ganondorf, as he hasn't appeared in any of the Wind Waker timeline sequels, only being a mere mention.
Also implied in Zelda II The Adventure Of Link: Ganon's minions need Link's blood to revive Ganon. This is said to be the ONLY way to revive him at this point, since Link took the Triforce of Power from him after his defeat.
The trope caused something of a problem for the very lore-conscious designers of The Lord of the Rings Online. Since resurrection (or even magical healing) of any kind is exceptionally in Tolkien's Legendarium, the dev team came up with a semantics-based gimmick to stave off the need for either: the player's green life bar doesn't measure life, it measures morale. Players are explicitly never referred to as being killed, only "defeated". Running out of morale represents the player losing the will to fight and fleeing the battle. Hope and Despair, a pair of super-buff/debuffs that represent overall mood, even cut or add to morale.
In Mass Effect, on Virmire, Shepard has to leave either Kaidan or Ashley behind as a nuke goes off. Wrex can be killed earlier in the mission if you fail to secure his loyalty. BioWare has explicitly said that the dead party member(s) will not return in the sequels, potentially solidifying the series' listing under this trope.
Mass Effect 2's final dungeon requires a coordinated attack using your entire squad, in which you must assign characters to perform certain tasks (hacking a door, leading a squad, etc). Picking the wrong characters for certain roles will get them permanently killed off. Depending on how you resolve your party's loyalty quests, Shepard him/herself may not survive, either. A save file with this ending cannot be imported into Mass Effect 3.
Obviously, characters who died in the first two games don't appear in Mass Effect 3. Of the squadmates who can survive through to the third game, two (Thane and Legion) are guaranteed to die no matter what choices you pick, one (Mordin) can only survive if another squadmate (Wrex) is dead or killed, and several others (Jack, Miranda, Tali, Grunt, Samara, Zaeed) can die depending on the choices you make. Additionally, Shepard dies in all of the endings except for one variant of the "Destroy" ending.
Zero, throughout the entire Mega Man X series, has been killed and resurrected several times already. However, at the end of the Zero series, he is never coming back, with a Heroic Sacrifice that will last.
Metal Gear Solid 2 has a character named Vamp who, no matter how many times he'd seemingly "die," he always comes back to life. Metal Gear Solid 4 explained this as a result of nanomachines enhancing his already powerful healing factor, and once Snake disables them with a syringe, Raiden is able to kill him off for good.
Surprisingly, Gameloft's My Little Pony iPhone game has this happen to Queen Chrysalis (and every other Changeling in Canterlot). At the end of the "Canterlot Wedding" event/level, they're vaporized by the Elements of Harmony. Rainbow Dash even says they'll "Get rid of these Changelings once and for all", which leaves little room for ambiguity.
In Persona 3, Shinjiro Aragaki bites it a mere month after he joins your party. And so does Junpei's love interest, Chidori (though in the FES version of the game, it is possible to resurrect her). And in the very end, the Main Character sacrifices his life to save the world.
It's also possible to save Shinjiro in the PSP version.
The Phantasy Star series also exhibits this with respect to main characters:
In Phantasy Star II, Nei is either killed by NeiFirst completely overpowering her or dies after killing NeiFirst due to them being part of the same original being - even the Clone Shop says that nothing can be done. Subverted in the Sega Ages remake - after completing a process that can only be described as Guide Dang It on a MASSIVE scale, Nei is resurrected without fanfare at the Clone Shop as if it was a normal combat death.
It is strongly implied that Lysandre is, indeed, killed in Pokemon Y; he is directly hit by the death ray of the Ultimate Weapon after foolishly activating it in rage after being defeated by the player, making him the first character in a main Pokémon game (even the Darker and EdgierPokémon Colosseum ironically), to canonically die. It is vaguely suggested that he's still alive in the Pokémon X version, but his fate there is even worse...
Ratchet & Clank Future: A Crack In Time features an impressive deathcount of important characters: Clank's father Orvus, Alister Azimuth, Lord Vorselon, Cassiopeia, Carina and Libra, Pollyx, and Ratchet, though he gets better.
Rockman 4 Minus Infinity had Shadow Man escape from every battle until his last battle. He falls off the kite and dies with an offscreen explosion.
In Sam & Max: Freelance Police, Max dies in his Eldritch Abomination form in the Season 3 finale, The City That Dares Not Sleep. Specifically, he was transformed into a giant Cthulhu-rabbit hybrid in the fourth episode, and at the end of the fifth episode, seconds before he is saved by the Narrator, he gets hit by one of the Maintrons and teleports to Stinky's cell phone before it goes off. Despite being the perfect set-up for a Grand Finale, Max's time-travel paradox duplicate from 204 re-appears soon after Maxthulhu's death, implying future adventures. The current body count for that episode also includes everyone caught in Max's explosion, i.e. everyone on Skun-ka'pe's ship (To be more precise: Max, Sammun-Mak('s brain), Gra-pea'pe in Grandpa Stinky's body and Girl Stinky), as well as Sal and possibly Sam Jr earlier in the episode.
The MMORPG Shaiya does this to players playing on Ultimate Mode. While you have access to the most powerful weapons and equipment on that difficulty level, if you don't get revived by an ally within three minutes of your character's death, that character's data is erased, and you have to start all over.
There is actually an AP item (premium item that you have to pay REAL money for) called "Character Revival". It costs 7500 AP. The exchange rate of AP to USD is approximately 100:1 (i.e., it'll cost you $75). However, seeing as how you have to reach level 40 on both Normal and Hard mode (no mean feat, if you don't use AP items and have a life outside of playing the game) to be able to create an Ultimate mode character in the first place AND it takes 4x the normal XP to level such a character, some might consider it worth it.
E-102 Gamma in Sonic Adventure. After the battle with E-101 Beta, he self-terminates himself to free the last trapped bird.
This also applies to all Big Bads who are not Robotnik, Chaos or Metal Sonic.
Tassadar, in the original Starcraft, dies to save the galaxy from the original Zerg Overmind. It is completely real, as far as video games go: he gives a stirring speech to those who will live on after him, to remember what was done there that day, which is then followed by the cinematic of him effectively blowing himself up via his awesome psionic abilities, and taking the Overmind with him. In sequel games, the death is so complete that the Protoss change their usual greeting of "An'taro Adun," which effectively means "May Adun protect you," to "An'taro Tassadar." If he were brought back, it would destroy half the Starcraft canon.
In the sequel, it seems that Blizzard has managed to do just this without ruining the canon. Tassadar comes back just long enough to warn Zeratul of the impending apocalypse in the capacity that Obi-wan does in Star Wars, as a sort of Force ghost, or Khala ghost, as it may be.
Many other characters are also killed, most of them in the Brood Wars expansion and some in official (or authorized) side campaigns. Other than obviously the Overmind (and the new Overmind formed to replace it); these include Raszagal, Gerard DuGalle(suicide), Edmund Duke, Fenix (died, came back, then Killed Off for Real), Aldaris, Alan Schezar, probably Ulrezaj, Atticus Carpenter, Edullon, Jack Frost and EVERY ZERG CEREBRATE. Most of these are unlikely to come back, however it is not impossible as Fenix came back once before dying again, and it turns out Alexei Stukov is definitely Back from the Dead. Even so, the only ones likely to come back are the cerebrates...and probably not the same ones. Other characters also die in other media, such as the novels.
And FINALLY, Kerrigan kills Mengsk. Ohyes. And possibly Lt. Duran, if he wasn't just Narud's brother.
Steel Battalion does this WITH THE PLAYER. The game is so determined to present the most realistic mecha combat simulation possible, that there is no way to resume a game after you die; when your mech is close to blowing up, you are given ample chances to eject. If you don't, and your character dies, it ERASES YOUR SAVE.
In the Suikoden series, your characters may randomly die for real if defeated in a large-scale war battle.
Most of the Mario villains benefit from Joker Immunity, especially Bowser who either survives his battles with Mario or occasionally gets revived from them. The RPGs, however, are not so forgiving. Cackletta is the first Mario villain to outright die (they even destroy her ghost for good measure). The Shadow Queen, Dimentio, Fawful, and Antasma follow, though Fawful managed to last more than one game.
It seems Aim's real name is Hamal Argo and he was once a researcher who built his career based on lies. Forced to face this truth, Aim's Sphere is weakened to the point of deactivation. Uther soon arrives, makes short work of Aim and takes his sphere.
Wingmen who get killed in Tachyon: The Fringe stay dead. The exception is the JASPER robots, who are mass-produced and replaceable.
In Tales of the Abyss, Iemon, Tamara, Hencken and, Cathy are killed and later on Frings is killed by replicas. As well as the Six God Generals minus Asch and Dist
In Tales of Symphonia this is both played straight and subverted all at once, due to Multiple Endings. If you pick the path where you fight Zelos, he dies and dies for real. It's subverted, though, because thanks to the OVA and especially the sequel, this is revealed to be the non-canon path; in the canon path, he lives.
There are some minor characters who don't escape, though, including Botta.
Tekken has several cases of this, especially after the time skip and Ogre attacked and absorbed several characters' abilities, with suspicions that he killed them for good. But most characters later were brought back in the latter installments, thereby setting up that the only one Killed Off for Real were Jun Kazama and the original King. Not to worry, they got their successors all right (Asuka and the second King).
Armor King was another case where at first, he's thought to be Killed Off for Real outside the Ogre interference (Marduk killed him), but he reappeared in Tekken 5: Dark Resurrection. However, his personality is rather different, raising predictions whether Armor King really came Back from the Dead, or it's Armor King's successor and the first Armor King was really Killed Off for Real.
Tekken 6 reveals that the Armor King who attacked Craig is the brother of the original Armor King; he even used the same outfit and stage name alongside his brother at the same time.
Kunimitsu was supposedly killed off for real by Yoshimitsu in Tekken 2, although there's no official Word of God.
Jun Kazama is confirmed by Word of God to be returning to the canon story in the recently-announced Tekken 7. As is Jin who's fate was unclear following Tekken 6.
In Valkyria Chronicles, Isara dies on the Marberry shore, after her latest invention, the smoke shells, save her squad. In a case of Gameplay and Story Segregation, Isara and many other characters who were in fact killed off for real, such as Selvaria, are secret unlockables in Valkyria Chronicles
While a few characters in the Warcraft series have cheated death such as Medivh, many others have been Killed Off for Real. King Llane, Blackhand, Gul'dan, Anduin Lothar, Ogrim Doomhammer, King Terenas, Uther the Lightbringer, Grom Hellscream, Tichondrius, Mannoroth, and Archimonde from the RTS games have all died in ways to show that they likely won't be coming back, even with all the resurrection and necromancy present in the series. Llane had his heart ripped out, Blackhand had his head cut off, Gul'dan was torn apart by demons, Lothar and Doomhammer both died on the battlefield (not the same battle), Terenas and Uther were both slain by Arthas with Frostmourne, Hellscream died in a Heroic Sacrifice, Tichondrius was(presumably though he is a Dread Lord) permanently killed by Illidan after Illidan absorbed the Skull of Gul'dan's power, Mannoroth was killed by Hellscream's aforementioned Heroic Sacrifice (and his skeleton has been made into a memorial dedicated to Hellscream), and Archimonde was disintegrated by the released power of the World Tree. And that's not even covering the characters permanently killed by the players in World of Warcraft. Although Gul'dan's soul "lived on" within his skull.
In the Wrathgate event of World of Warcraft's Wrath of the Lich King expansion, Highlord Bolvar Fordragon and Dranosh Saurfang are killed off for real. With Wrath's new "phasing" technology it's now possible to kill NPCs off for real for any individual player by changing the way they interact with the game world. This happens to a number of NPCs in several quest lines, after which they are never encountered again by that player and other NPCs will refer to them in the past tense. (Although they can still be not-yet-killed from another player's perspective.)
A later patch revealed neither were actually Killed Off for Real. Saurfang returns as a Tragic Monster boss, Deathbringer Saurfang, in the Lich King's dungeon, and while we have yet to see Bolvar, he appears to be suffering a Fate Worse Than Death at the hands of the Lich King.
As of Cataclysm, still moreNPCs have been Killed Off for Real. The one most likely to hit home? The Grimtotem clan took advantage of a duel to assassinate CairneBloodhoof and try to pin it on Garrosh Hellscream.
Not just that, but Cho'Gall, a Warcraft II character of the Orc side, was finally killed off by players in the Bastion of Twilight.
Ragnaros averts this in Firelands Normal mode, but in Heroic, players are aided by Cenarius, Malfurion Stormrage and Hamuul Runetotem to finally deliver this trope to one of the most well-known World of Warcraft lore villains.
The Hour of Twilight dungeon reveals Archbishop Benedictus' Face-Heel Turn as the new leader of the Twilight's Hammer, forcing players(Regardless if they're Alliance or Horde) to kill him.
After being a Warcraft 2: Beyond the Dark Portal Unit for members of the Horde, and after the terror he caused in the Cataclysm, Neltharion the Earth-Warder, AKA Deathwing, is brought to an end by players in the Dragon Soul Raid.
Mists of Pandaria does have its own share of Deaths.
Subverted with Gara'jal the Spiritbinder. To him, Death Is a Slap on the Wrist. He would later return to assist his Zandalari brothers and sisters in defending the Throne of Thunder from the Alliance and the Horde. Sadly, said brothers and sisters bite the big one.
The Grand Emperess Shek'zeer fell to the Sha before the arrival of the Alliance and the Horde. It takes a team of 10/25 heroes to bring her down.
Lei Shen winds up getting a Backfromthedead moment in Kun Lai Summit. But it is at the Pinnacle of Storms at the Throne of Thunder in which you bring down the tyrant, rip out his heart and make sure he never comes back again.
The Siege of Orgrimmar brings among the death of many characters, including, but not limited to...
Rook Stonetoe, He Softfood and Sun Tenderheart
General Nazgrim. For many Horde players, this will be the ultimate Tear Jerker: Having to kill your Horde commander in Pandaria.
And finally, The Old God Y'Shaarj after having his heart and soul converted to armor by Garrosh Hellscream(who gets arrested by Taran Zhu after losing) in the final battle in the Siege of Orgrimmar
In Warlords of Draenor, Garrosh Hellscream meets his end in a final Mak'Gora against Thrall.
In A Witchs Tale, this can happen to any of Liddell's dolls if she runs out of the Rainbow Yarn items needed to repair them if they run out of HP.
In The World Ends with You, all the Players are already dead and are playing the Reaper's Game to win another chance at life. However, Players erased by the Noise are killed off permanently and their entry fee is lost forever. Notable victims of Erasure include Rhyme in the first week (she recovers though), Sota and Nao in the second (as well as that Reaper)) and all three Game Masters (Sho also gets recovers) as well as Megumi.
The Flash-based platformer You Only Live Once is Exactly What It Says on the Tin. If you die once, it's game over. Try to continue, and you'll just get several cutscenes showing your girlfriend finding your body, calling an ambulance, a news report of your death, etc. Keep reloading the game and it'll just end up showing your grave. You can't play again. (unless you delete two save files from your computer).
Most every Roguelike game has this in effect for the player; dying deletes the save for the character, meaning any player death is permanent. Often times in these there are randomized dungeons involved that can very easily lead to player death for something small or impossible to see coming, like a very powerful creature showing up well before the player is ready, or a trap destroying critical pieces of the player's equipment. Slightly subverted in those that have an item (Amulet of Life-Saving in ADOM) that will resurrect the player immediately after death (usually breaking to avoid invulnerability).
Throughout the Borderlands series, a multitude of villainous characters and enemies die quite frequently, and never come back. Nine-Toes, Sledge, The Baron, Wilhelm, Red and Belly, and so on. However, one of the most shocking deaths in the games, Roland, is actually killed right in front of you, and a mission follows this where you tell the people of Sanctuary of the loss that they have suffered, which results in everyone genuinely grieving even when most of them couldn't care less about anyone else dying.